Pages that link to "Item:Q703592"
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The following pages link to Martingale methods in financial modelling. (Q703592):
Displaying 50 items.
- Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
- A general HJM framework for multiple yield curve modelling (Q287657) (← links)
- White noise calculus in applications to stochastic equations in Hilbert spaces (Q341449) (← links)
- Quasi-analytic solutions of linear parabolic equations (Q351279) (← links)
- A joint stock and bond market based on the hyperbolic Gaussian model (Q362053) (← links)
- Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
- Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- Hedging of a credit default swaption in the CIR default intensity model (Q483934) (← links)
- Some properties of strong solutions to stochastic fuzzy differential equations (Q497651) (← links)
- Mixture dynamics and regime switching diffusions with application to option pricing (Q539521) (← links)
- Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- On the robustness of longevity risk pricing (Q661262) (← links)
- Simple arbitrage (Q691114) (← links)
- Derivative pricing methodology in continuous-time models (Q714546) (← links)
- Asian option as a fixed-point (Q721236) (← links)
- Cross a barrier to reach barrier options (Q764941) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017) (← links)
- Retracted article: The distribution of the maximum of a variance gamma process and path-dependent option pricing (Q889626) (← links)
- Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Esscher transform and the duality principle for multidimensional semimartingales (Q983888) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Effects of constrained supply and price contracts on agricultural cooperatives (Q1042230) (← links)
- How should a local regime-switching model be calibrated? (Q1655569) (← links)
- Non-transferable non-hedgeable executive stock option pricing (Q1657589) (← links)
- `Purposely misspecified' posterior inference on the volatility of a jump diffusion process (Q1698256) (← links)
- Likelihood-based risk estimation for variance-gamma models (Q1742843) (← links)
- Evolutionary model of stock markets (Q1783194) (← links)
- No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279) (← links)
- Weak approximation of killed diffusion using Euler schemes. (Q1877395) (← links)
- A multiple-curve HJM model of interbank risk (Q1938982) (← links)
- Extended Black and Scholes model under bankruptcy risk (Q2011269) (← links)
- Credit derivative evaluation and CVA under the benchmark approach (Q2013322) (← links)
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
- Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models (Q2097017) (← links)
- On the practical point of view of option pricing (Q2101128) (← links)
- Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness (Q2116886) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- No-arbitrage symmetries (Q2148548) (← links)
- Downside risk measurement in regime switching stochastic volatility (Q2178387) (← links)
- Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion (Q2211247) (← links)
- A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates (Q2229798) (← links)
- Dependence structure between LIBOR rates by copula method (Q2258129) (← links)
- Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates (Q2266898) (← links)
- Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier (Q2287376) (← links)
- Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods (Q2292056) (← links)
